GS Gl.Strategic Macro Bd.Pf.Base USD/ LU1111995319 /
| NAV2024-04-22 | Chg.+0.2600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 94.1200USD | +0.28% | paying dividend | Alternative Investments Worldwide | Goldman Sachs AM BV ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | -1.04 | 0.62 | 0.54 | -0.31 | 0.32 | -0.44 | -0.46 | -0.55 | -0.06 | - |
| 2018 | 1.75 | -0.46 | -1.05 | 0.16 | -1.01 | -1.41 | 1.09 | -2.37 | 0.76 | 0.27 | 0.01 | 0.15 | -2.17% |
| 2019 | 1.86 | 0.10 | 0.34 | 0.75 | -0.23 | 1.21 | 0.68 | -3.44 | 0.12 | 1.68 | 0.81 | 0.39 | +4.25% |
| 2020 | 0.03 | -0.02 | -3.08 | 3.06 | 1.48 | -0.29 | 0.65 | 0.61 | 0.09 | -0.41 | 1.54 | 1.18 | +4.81% |
| 2021 | -0.14 | -3.25 | 0.33 | 0.66 | 0.31 | -1.19 | -0.68 | 0.13 | 0.50 | -2.20 | 0.81 | 1.86 | -2.94% |
| 2022 | 0.01 | -0.35 | -1.73 | 0.68 | -0.25 | -0.92 | 0.11 | -0.11 | -0.09 | -0.12 | 0.11 | 0.15 | -2.50% |
| 2023 | 2.11 | -0.50 | -0.03 | 0.57 | 0.39 | -0.35 | 1.16 | 0.29 | 1.02 | 1.09 | 0.51 | 1.00 | +7.48% |
| 2024 | 0.48 | -0.72 | 0.75 | -0.78 | - | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.76% | 2.90% | 3.24% | 2.99% | 3.45% |
| Sharpe ratio | -1.74 | 0.42 | 0.25 | -0.86 | -0.71 |
| Best month | +1.00% | +1.09% | +1.16% | +2.11% | +3.06% |
| Worst month | -0.78% | -0.78% | -0.78% | -2.20% | -3.44% |
| Maximum loss | -1.18% | -1.18% | -1.62% | -4.27% | -6.48% |
| Outperformance | -3.08% | - | -9.78% | +3.50% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 101.9000 | +3.40% | +0.42% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | reinvestment | 119.8400 | +5.24% | +5.74% | |
| GS Gl.Strategic Macro Bd.Pf.I GB... | reinvestment | 112.3200 | +4.87% | +4.60% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | paying dividend | 80.6700 | +3.94% | +0.96% | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | reinvestment | 129.7000 | +5.77% | +7.33% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 88.6400 | +0.70% | -4.20% | |
| GS Gl.Strategic Macro Bd.Pf.I US... | paying dividend | 101.9400 | +5.27% | - | |
| GS Gl.Strategic Macro Bd.Pf.IO U... | paying dividend | 93.3300 | +5.77% | +7.33% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | paying dividend | 93.4200 | +4.98% | +4.86% | |
| GS Gl.Strategic Macro Bd.Pf.P US... | reinvestment | 116.7600 | +4.93% | +4.81% | |
| GS Gl.Strategic Macro Bd.Pf.I CH... | reinvestment | 95.0800 | +1.25% | -2.63% | |
| GS Gl.Strategic Macro Bd.Pf.I EU... | reinvestment | 96.3500 | +3.04% | -0.61% | |
| GS Gl.Strategic Macro Bd.Pf.P CH... | reinvestment | 90.0700 | +1.01% | -3.41% | |
| GS Gl.Strategic Macro Bd.Pf.P GB... | reinvestment | 102.6800 | +4.64% | +3.91% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | reinvestment | 101.5700 | +3.36% | +0.32% | |
| GS Gl.Strategic Macro Bd.Pf.OC E... | reinvestment | 96.9300 | +2.84% | -1.16% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | paying dividend | 94.1200 | +4.68% | +4.04% | |
| GS Gl.Strategic Macro Bd.Pf.Base... | reinvestment | 114.1400 | +4.67% | +4.03% | |
| GS Gl.Strategic Macro Bd.Pf.E EU... | reinvestment | 92.6800 | +2.34% | -2.65% | |
| GS Gl.Strategic Macro Bd.Pf.OC S... | reinvestment | 98.2300 | +2.79% | -0.09% | |
| GS Gl.Strategic Macro Bd.Pf.R EU... | paying dividend | 80.2200 | +3.36% | +0.31% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | reinvestment | 112.7600 | +5.21% | +5.61% | |
| GS Gl.Strategic Macro Bd.Pf.R US... | paying dividend | 91.4700 | +5.20% | +5.60% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | paying dividend | 99.1600 | +5.39% | +6.12% | |
| GS Gl.Strategic Macro Bd.Pf.RS U... | reinvestment | 111.8600 | +5.37% | +6.10% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | paying dividend | 91.8500 | +3.51% | +0.76% | |
| GS Gl.Strategic Macro Bd.Pf.RS E... | reinvestment | 103.7400 | +3.51% | +0.77% | |
| GS Gl.Strategic Macro Bd.Pf.RS C... | reinvestment | 100.2000 | +1.36% | -2.30% | |
| GS Gl.Strategic Macro Bd.Pf.R GB... | paying dividend | 88.4700 | +4.84% | +4.52% | |
| GS Gl.Strategic Macro Bd.Pf.A PL... | reinvestment | 114.0100 | +5.60% | +10.53% | |
| GS Gl.Strategic Macro Bd.Pf.R CH... | reinvestment | 91.8200 | +1.20% | -2.76% | |
| GS Gl.Strategic Macro Bd.Pf.OCS ... | paying dividend | 78.3200 | +2.85% | -1.18% |
Performance
| YTD | -0.28% | ||
|---|---|---|---|
| 6 Months | +2.51% | ||
| 1 Year | +4.68% | ||
| 3 Years | +4.04% | ||
| 5 Years | +7.37% | ||
| Since start | +7.26% | ||
| Year | |||
| 2023 | +7.48% | ||
| 2022 | -2.50% | ||
| 2021 | -2.94% | ||
| 2020 | +4.81% | ||
| 2019 | +4.25% | ||
| 2018 | -2.17% | ||
Dividends
| 2023-12-11 | 1.71 USD |
| 2022-12-12 | 0.85 USD |
| 2021-12-13 | 3.20 USD |
| 2020-12-14 | 3.29 USD |
| 2019-12-09 | 2.25 USD |
| 2018-12-10 | 2.90 USD |
| 2017-12-11 | 2.78 USD |
